The Determinants of Credit Spreads Changes
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- Delianedis, Gordon & Geske, Robert, 2001. "The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors," University of California at Los Angeles, Anderson Graduate School of Management qt32x284q3, Anderson Graduate School of Management, UCLA.
- Christiansen, Charlotte, 2002.
"Credit spreads and the term structure of interest rates,"
International Review of Financial Analysis,
Elsevier, vol. 11(3), pages 279-295.
- Christiansen, Charlotte, 2000. "Credit Spreads and the Term Structure of Interest Rates," Finance Working Papers 00-14, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Bertocchi, Marida & Giacometti, Rosella & Zenios, Stavros A., 2005.
"Risk factor analysis and portfolio immunization in the corporate bond market,"
European Journal of Operational Research,
Elsevier, vol. 161(2), pages 348-363, March.
- Marida Bertocchi & Rosella Giacometti & Stavros A. Zenios, 2000. "Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market," Center for Financial Institutions Working Papers 00-40, Wharton School Center for Financial Institutions, University of Pennsylvania.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FMK-2000-09-13 (Financial Markets)
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